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MAKE THE DOUGH AS FOLLOWS:
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1. Put the warm water into a small bowl, sprinkle the dry yeast on it and stir until dissolved.
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2. Mix the milk, sugar, butter and salt; cool until lukewarm.
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3. Add 2 cups flour, beating well; beat in the yeast and egg yolks, then enough of the remaining flour to make soft dough.
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4. Turn out the dough on to a lightly floured surface, cover with a bowl and let stand for 10 minutes; knead until smooth and elastic - 8-10 minutes.
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5. Place the dough in a lightly greased bowl, turning it once to grease the surface, cover with clean towel and leave in a warm place (about 85°F) to rise till doubled in size-about 1½ hours.
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6. Punch it down, and then let it rise till doubled-about 45 minutes.
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7. Meanwhile, grease 2 loaf tins measuring about 9 by 5 by 3 inches.
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MAKE THE FILLING AS FOLLOWS:
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1. Mix the scalded cream, walnuts, sugar, salt and vanilla.
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2. Melt the butter in a saucepan, add the breadcrumbs and saute till golden, then add to the nut mixture.
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3. Keep back 2 tablespoons of the egg whites and beat rest till stiff, then fold into the nut mixture.
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MAKE THE CAKE:
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1. Punch down the dough and divide into halves.
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2. On a lightly floured surface roll each half into an oblong measuring about 16 by 9 inches.
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3. Using a small spatula, spread on half the filling; starting from a short end, roll up Swiss-roll fashion and place in a loaf tin.
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4. Let the loaves raise till almost doubled - 30-40 minutes.
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5. Meanwhile, start heating oven to moderate (375°F).
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6. Brush the loaves with the 2 tablespoons egg white and sprinkle with sugar.
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7. Bake the loaves 35-40 minutes, or till they sound hollow when tapped with the finger.
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8. Remove from the tins and lay them on their sides on a rack to cool, out of the draught. Serve sliced.
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